The desktop image we are using for our application remains visible after the application has been closed and I'm still in a VFP session.

So, I added the following code to my application class's ReleaseDeskTopImage method (in aApp.vcx):

DoDefault()

If PEMStatus(_Screen,'oBackgroundImage',5) And VarType(_Screen.oBackgroundImage) = 'O'
_Screen.oBackgroundImage.Release()
EndIf